更新時間: 2019年11月14日 PM 5:26:50
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/07/19 17.280% 28146.50 11.342% 11.592% +5.688% 11.592% +5.688%
31/07/19 17.310% 27777.75 11.953% 11.620% +5.690% 14.388% +2.922%
01/08/19 16.450% 27565.70 11.938% 11.643% +4.807% 14.320% +2.130%
02/08/19 19.940% 26918.58 13.948% 12.170% +7.770% 14.868% +5.072%
05/08/19 22.270% 26151.32 15.269% 12.890% +9.380% 15.431% +6.839%
06/08/19 23.350% 25976.24 14.984% 13.618% +9.732% 16.191% +7.159%
07/08/19 21.320% 25997.03 15.062% 14.240% +7.080% 16.814% +4.506%
08/08/19 20.750% 26120.77 15.254% 14.903% +5.847% 17.474% +3.276%
09/08/19 20.750% 25939.30 15.275% 15.169% +5.581% 17.661% +3.089%
12/08/19 19.600% 25824.72 15.276% 15.170% +4.430% 17.288% +2.312%
13/08/19 23.360% 25281.30 16.213% 15.416% +7.944% 17.442% +5.918%
14/08/19 23.650% 25302.28 16.372% 15.678% +7.972% 17.609% +6.041%
15/08/19 23.570% 25495.46 16.942% 16.015% +7.555% 17.857% +5.713%
16/08/19 24.250% 25734.22 17.385% 16.437% +7.813% 18.193% +6.057%
19/08/19 22.920% 26291.84 18.999% 17.182% +5.738% 18.593% +4.327%
20/08/19 21.170% 26231.54 18.970% 17.733% +3.437% 19.044% +2.126%
21/08/19 20.940% 26270.04 19.069% 18.273% +2.667% 19.474% +1.466%
22/08/19 20.440% 26048.72 19.107% 18.706% +1.734% 19.781% +0.659%
23/08/19 20.370% 26179.33 19.242% 19.077% +1.293% 20.018% +0.352%
26/08/19 23.970% 25680.33 19.663% 19.210% +4.760% 19.684% +4.286%
27/08/19 24.050% 25664.07 19.692% 19.355% +4.695% 19.673% +4.377%
28/08/19 24.090% 25615.48 19.282% 19.397% +4.693% 19.557% +4.533%
29/08/19 23.690% 25703.50 19.343% 19.445% +4.245% 19.445% +4.245%
30/08/19 24.150% 25724.73 17.921% 19.180% +4.970% 23.591% +0.559%
02/09/19 23.890% 25626.55 15.541% 18.356% +5.534% 22.125% +1.765%
03/09/19 23.270% 25527.85 15.546% 17.527% +5.743% 20.982% +2.288%
04/09/19 21.300% 26523.23 20.469% 17.764% +3.536% 21.120% +0.180%
05/09/19 21.300% 26515.53 20.214% 17.938% +3.362% 21.180% +0.120%
06/09/19 20.290% 26690.76 20.282% 18.410% +1.880% 21.586% -1.296%
09/09/19 19.470% 26681.40 20.294% 19.361% +0.109% 22.224% -2.754%
10/09/19 18.760% 26683.68 19.576% 20.167% -1.407% 22.983% -4.223%
11/09/19 18.650% 27159.06 20.071% 20.088% -1.438% 22.727% -4.077%
12/09/19 18.340% 27087.63 19.614% 19.967% -1.627% 22.428% -4.088%
13/09/19 18.090% 27352.69 19.018% 19.715% -1.625% 21.982% -3.892%
16/09/19 18.780% 27124.55 17.079% 19.072% -0.292% 20.795% -2.015%
17/09/19 18.990% 26790.24 17.743% 18.705% +0.285% 20.241% -1.251%
18/09/19 19.050% 26754.12 17.647% 18.220% +0.830% 19.567% -0.517%
19/09/19 18.730% 26468.95 18.077% 17.913% +0.817% 19.090% -0.360%
20/09/19 18.570% 26435.67 17.790% 17.667% +0.903% 18.683% -0.113%
23/09/19 19.310% 26222.40 17.296% 17.710% +1.600% 18.292% +1.018%
24/09/19 18.650% 26281.00 17.240% 17.610% +1.040% 18.044% +0.606%
25/09/19 20.420% 25945.35 17.897% 17.660% +2.760% 17.950% +2.470%
26/09/19 19.980% 26041.93 17.756% 17.596% +2.384% 17.740% +2.240%
27/09/19 19.880% 25954.81 17.774% 17.592% +2.288% 17.592% +2.288%
30/09/19 20.250% 26092.27 17.815% 17.696% +2.554% 22.057% -1.807%
02/10/19 20.590% 26042.69 17.813% 17.811% +2.779% 21.907% -1.317%
03/10/19 20.140% 26110.31 11.765% 16.584% +3.556% 20.262% -0.122%
04/10/19 20.700% 25821.03 12.280% 15.489% +5.211% 18.797% +1.903%
08/10/19 20.750% 25893.40 12.237% 14.382% +6.368% 16.981% +3.769%
09/10/19 21.090% 25682.81 12.423% 13.304% +7.786% 15.598% +5.492%
10/10/19 20.910% 25707.93 12.430% 12.227% +8.683% 14.235% +6.675%
11/10/19 20.040% 26308.44 14.414% 12.757% +7.283% 14.748% +5.292%
14/10/19 18.870% 26521.85 14.644% 13.230% +5.640% 14.968% +3.902%
15/10/19 17.990% 26503.93 14.448% 13.672% +4.318% 15.356% +2.634%
16/10/19 18.170% 26664.28 14.216% 14.030% +4.140% 15.644% +2.526%
17/10/19 17.600% 26848.49 13.584% 14.261% +3.339% 15.784% +1.816%
18/10/19 17.290% 26719.58 13.667% 14.112% +3.178% 15.503% +1.787%
21/10/19 16.720% 26725.68 13.021% 13.787% +2.933% 14.806% +1.914%
22/10/19 16.230% 26786.20 13.019% 13.501% +2.729% 14.388% +1.842%
23/10/19 16.320% 26566.73 12.995% 13.257% +3.063% 14.019% +2.301%
24/10/19 16.100% 26797.95 13.282% 13.197% +2.903% 13.847% +2.253%
25/10/19 15.620% 26667.39 12.563% 12.976% +2.644% 13.509% +2.111%
28/10/19 15.900% 26891.26 12.749% 12.922% +2.978% 13.134% +2.766%
29/10/19 16.050% 26786.76 12.828% 12.883% +3.167% 12.989% +3.061%
30/10/19 16.390% 26667.71 12.887% 12.862% +3.528% 12.862% +3.528%
31/10/19 15.180% 26906.72 13.110% 12.827% +2.353% 15.778% -0.598%
01/11/19 15.360% 27100.76 13.194% 12.954% +2.406% 15.826% -0.466%
04/11/19 15.990% 27547.30 13.561% 13.116% +2.874% 15.702% +0.288%
05/11/19 15.520% 27683.40 13.483% 13.247% +2.273% 15.750% -0.230%
06/11/19 15.190% 27688.64 13.355% 13.341% +1.849% 15.751% -0.561%
07/11/19 14.740% 27847.23 13.330% 13.385% +1.355% 15.693% -0.953%
08/11/19 15.120% 27651.14 10.506% 12.847% +2.273% 14.958% +0.162%
11/11/19 18.310% 26926.55 14.018% 12.939% +5.371% 14.745% +3.565%
12/11/19 17.250% 27065.28 14.091% 13.060% +4.190% 14.777% +2.473%
13/11/19 19.970% 26571.46 15.351% 13.459% +6.511% 15.118% +4.852%
14/11/19 20.040% 26323.69 15.454% 13.884% +6.156% 15.481% +4.559%